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  • Draft Literature Review for Member Comment Regarding the Connection between Demographic Factors and Asset Class Returns/Prices
    follows. • We searched for papers published since 2000 whose titles contained some link between demographic ... we identified three key papers published before 2000 for inclusion in the review. • Finally, since the ...

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    • Authors: Society of Actuaries, Douglas Andrews, Stephen Bonnar, Jaideep Oberoi, Aniketh Pittea, Soheyl Sadinejad
    • Date: Aug 2017
    • Competency: External Forces & Industry Knowledge
    • Topics: Demography>Population data; Economics>Macroeconomics
  • Literature Review on Demographics and Asset Returns and Model Specifications Related to Housing Prices
    follows. • We searched for papers published since 2000 whose titles contained some link between demographic ... we identified three key papers published before 2000 for inclusion in the review. • Finally, since the ...

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    • Authors: Society of Actuaries, Douglas Andrews, Stephen Bonnar
    • Date: Feb 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Demography>Population data; Economics>Macroeconomics
  • A Tale of Two Pension Plans: Measuring Pension Plan Risk from an Economic Capital Perspective
    Andrews Stephen Bonnar Lori J. Curtis Jaideep S. Oberoi Aniketh Pittea Pradip Tapadar SPONSOR ... ...... 19 Section 7: Results for the Stylized U.S. Plan ..........................................

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    • Authors: Stephen Bonnar, Lori Curtis, Jaideep Oberoi, Aniketh Pittea, Pradip Tapadar
    • Date: Nov 2019
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments; Finance & Investments>Asset allocation; Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Plan design; Pensions & Retirement>Risk management; Finance & Investments>Economic Scenario Generators
  • Population Aging, Implications for Asset Values, and impact for Pension Plans: An International Study
    Population Aging, Implications ... time 1950 1960 1970 1980 1990 2000 2010 Time (a) Change of population demographic ... time 1950 1960 1970 1980 1990 2000 2010 Time (b) Change of population demographic ...

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    • Authors: Douglas Andrews, Stephen Bonnar, Pradip Tapadar, Lori Curtis, Jaideep Oberoi, Aniketh Pittea
    • Date: May 2021
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments>Investments; Pensions & Retirement>Plan design
  • Population Structure and Asset Values
    model with more than one asset class (see Brooks, 2000; Bucciol and Beetsma, 2011; Černý et al., 2006; ... baseline values. Parameter values are summarized in table 6 in appendix A. For the discount factor, we employ ...

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    • Authors: Stephen Bonnar, Lori Curtis, Miguel Leon-Ledesma, Jaideep Oberoi, Kathleen Rybczynski, Mark Zhou
    • Date: Jun 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Demography>Population data; Economics>Macroeconomics
  • The Connection between Population Structure and Bond Yields
    period9 and for Canada as well as the US. Column 3 of Table 1 sets out results that are directly comparable ... 𝑡𝑜 𝑂 are all positive and significant10. Table 1. Replication of Favero Dependent Variable: ...

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    • Authors: DOUGLAS MARTIN ANDREWS, Stephen Bonnar, Jaideep Oberoi, Aniketh Pittea
    • Date: Apr 2020
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments; Finance & Investments>Investments